Model Selection Based on Minimum Description Length

Author: Grünwald P.

Source: Journal of Mathematical Psychology, Volume 44, Number 1, March 2000 , pp. 133-152(20)

Publisher: Academic Press

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Abstract:

We introduce the minimum description length (MDL) principle, a general principle for inductive inference based on the idea that regularities (laws) underlying data can always be used to compress data. We introduce the fundamental concept of MDL, called the stochastic complexity, and we show how it can be used for model selection. We briefly compare MDL-based model selection to other approaches and we informally explain why we may expect MDL to give good results in practical applications. Copyright 2000 Academic Press.

Language: English

Document Type: Research article

Affiliations: CWI:

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